+15.3%
SHW vs PRU
+48.6%
-33.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -3.2% | +1.9% | -5.1% | -4.0% |
| 30D | -9.5% | +2.7% | -12.2% | -10.6% |
| 3M | +11.5% | +19.5% | -8.0% | +3.6% |
| 6M | -3.5% | +26.6% | -30.2% | -12.6% |
| YTD | +3.7% | +12.3% | -8.6% | -1.6% |
| 1Y | -7.9% | +18.0% | -26.0% | -14.6% |
| 3Y | +24.7% | +47.0% | -22.3% | +3.1% |
| All | +15.3% | +48.6% | -33.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling